Senior Quantitative Analyst

  • 36278
  • Life - Actuarial
  • |
  • Switzerland
  • |
  • Nov 22, 2019
Bank or Investment Advisor
  • Support the analytics on the trading desk.
  • Work on pricing models for FX derivative products.
  • Improve the risk management of these products.
  • Contribute to projects and develop simple tools and services for the trading desks.
  • Interface with Risk Management and IT for validation and integration.
  • Minimum 3 years of experience in FX derivatives modeling in the banking industry.
  • M.Sc., MAS or Ph.D. in a quantitative discipline.
  • Strong knowledge of financial mathematics, probability theory and stochastic calculus.
  • Experience in the implementation of Local Stochastic Volatility models and of numerical methods.
  • Good knowledge in time series analysis, machine learning, statistical models would be a plus.
  • Strong object oriented programming skills, in particular Scala and/or Java.
  • Strong communication skills, proactive, ability to quickly deliver and work under pressure.